+34.7%
WULF vs WM
+330.8%
-296.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +11.0% | +3.2% | +7.8% | +11.0% |
| 30D | +9.4% | +13.0% | -3.7% | +8.9% |
| 3M | -22.6% | +9.2% | -31.9% | -22.8% |
| 6M | -45.4% | +13.6% | -59.1% | -46.1% |
| YTD | +9.8% | +12.4% | -2.6% | +8.2% |
| 1Y | +8.0% | +21.2% | -13.2% | +4.9% |
| 3Y | +1,149.5% | +48.7% | +1,100.8% | +1,057.5% |
| 5Y | -55.6% | +61.9% | -117.5% | -59.4% |
| All | +34.7% | +330.8% | -296.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling